7c4cc82012
Change initial values to accomodate the change of default solver.
2014-03-10 14:09:40 +01:00
fabcbb7042
finishing ramsey_model implementation
2014-03-09 12:15:32 +01:00
9e332ef305
Forbid MOD file names that are too long.
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And rename filenames in the testsuite that are too long.
Closes #626
2014-02-28 18:25:02 +01:00
5c1488fe23
add variance to prior statement, remove stdev from another prior statement
2014-02-24 12:41:02 +01:00
b0f7b8f732
add test file to build system
2014-02-24 12:41:02 +01:00
aef3bb49aa
ms-dsge: modify test file
2014-02-24 12:41:02 +01:00
f94c2c0570
ms-dsge: test modification
2014-02-24 12:41:02 +01:00
2c2aeceb9d
preliminary test file
2014-02-24 12:37:19 +01:00
0feeb0f2a9
reporting: fix shading
2014-02-24 09:11:11 +01:00
daf6189e9c
reporting: add option 'ALL' to xTickLabels
2014-02-20 16:35:05 +01:00
5899a19e79
reporting: change xTickLabels default to be first date, last date, and, if passed, the first date of the shade region. Accordingly, change the default of the tick rotation to be 0.
2014-02-20 16:24:37 +01:00
e329ee2b60
reporting: make the titleFormat default work for both titles and subtitles, not just titles
2014-02-17 12:25:49 +01:00
28716ed52a
reporting: add subtitles for graphs, closes #580
2014-02-17 12:11:41 +01:00
522013f889
reporting: add subtitle support for tables, ref #580
2014-02-17 11:19:46 +01:00
6d71e53646
reporting: include graph title in tikz code as opposed to latex
2014-02-14 15:36:16 +01:00
eeedda5e2d
reporting: add options xAxisTight and yAxisTight
2014-02-13 17:01:34 +01:00
031dca436b
reporting: set up legends for graphs
2014-02-13 15:14:29 +01:00
be1819b282
reporting: make graph line markers work with tikz
2014-02-12 16:13:41 +01:00
db50e96193
reporting: re-impliment yrange option
2014-02-11 18:25:50 +01:00
6bbae11b66
reporting: new option xTickLabelRotation
2014-02-11 17:04:06 +01:00
2942be0e69
reporting test: pass xTickLabels explicitly
2014-02-11 15:50:07 +01:00
233016a667
reporting: modify test suite
2014-02-11 15:34:42 +01:00
a5be9dd845
Add trust-region nonlinear solver.
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Closes #260
2014-02-04 17:56:27 +01:00
260a733442
Added new mod file in the testsuite (test that the changes introduced in 201ee7d627b71bf0fade1ab28799206e001191a7 are correct).
2014-02-03 12:25:29 +01:00
9885a31587
Add unit test for loglinear option
2014-01-29 20:43:23 +01:00
618527e666
add timing to report test
2014-01-24 09:54:21 -06:00
fa9c0f0a79
reporting: add indentation to table rows. closes #581
2014-01-24 09:53:53 -06:00
0fde09e5de
remove unused variable
2014-01-21 10:56:16 -06:00
94fa6144bd
Fixed example ep/rbcii.mod (RBC model with endogenous labour supply and irreversible investment).
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The leaded lagrange multiplier (associated with the positivity constraint on investment) was missing in the Euler equation.
2014-01-17 12:06:16 +01:00
e301eeb206
reporting: tests: show functionality of tableDataRhs option
2014-01-02 15:35:41 +01:00
ed5696a938
Added test (+ cosmetic changes).
2013-12-30 16:34:26 +01:00
1ea7631930
Added new option for perfect foresight simulations (sim1 routine, available only with stack_solve_algo==0).
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Try to reduce the size of the nonlinear system of equations by skipping the (last) periods for wich the residuals are
already (almost) zero. The number of periods is not constant during the Newton, the effective number of periods for
each iteration of the Newton is available in oo_.deterministic_simulation.vperiods.
2013-12-27 18:35:53 +01:00
fd7e9afd9d
Fix test/Makefile.am following 8f8bfe6c.
2013-12-16 12:52:22 +01:00
bb1353e46b
Fix bug introduced in 8b1e76a1bf.
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The unitary tests file was renamed, but his output file wasn't.
2013-12-16 10:25:39 +01:00
80868b2955
Bug fix (max function not yet implemented for dseries objects).
2013-12-16 09:54:49 +01:00
8f8bfe6cc3
Renamed tests/ep/linear.mod as tests/ep/linearmodel.mod to avoid conflict with matlab's system identification toolbox.
2013-12-16 09:50:12 +01:00
8b1e76a1bf
Renamed tests/run_unitary_tests.m script to avoid conflict with matlab/utilities/tests/run_unitary_tests.m function.
2013-12-13 16:21:10 +01:00
857a2b0e35
Add missing antislashes
2013-12-12 11:26:03 +01:00
86a083697e
osr: added optimal value of parameters to oo_.osr.optim_params; moved
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osr_example to ./tests/optimal_policy
2013-12-11 19:24:29 +01:00
1fe12d9c3e
Added mod files (and associated steadystate files) for k_filter_ahead in the testsuite.
2013-12-11 16:45:01 +01:00
534b54074f
Do not replicate fsdat_simul.m (use the one in tests/fs2000 folder).
2013-12-11 16:43:15 +01:00
cd3b5bf3d9
Fix bug in Bayesian estimation where the filter_step_ahead command produced no output
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- Improves documentation of resulting matrices
- Adds unit test for filter_step_ahead option
2013-12-11 16:43:15 +01:00
398076432c
fix typo
2013-12-11 11:11:35 +01:00
f525de04b1
Add missing file to tarball
2013-12-09 22:25:41 +01:00
c7cb38e687
Update tests/.gitignore
2013-12-09 19:07:09 +01:00
5f3d56c31a
Add unitary tests to testsuite
2013-12-09 19:05:36 +01:00
3d525c39f2
Fix block/bytecode tests under Octave
2013-12-02 17:22:16 +01:00
f7cdc39ff2
Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
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Closes #469
2013-11-29 14:51:17 +01:00
d3175b75a9
Add newline at the end of CSV files.
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csv2cell from octave-io package has a bug (in versions < 1.2.2): it enters an
infinite loop when reading CSV files without a newline at the end.
2013-11-28 16:25:40 +01:00
70e8f48afd
reporting: replace occurrences of dynDate with dates
2013-11-22 17:11:57 +01:00
817060c954
Added unitary test for name2tex routine.
2013-11-22 16:53:02 +01:00
a0ba469863
Added mod files in the testsuite. Test new local options for the numerical gradient algorithm.
2013-11-17 14:13:03 +01:00
823ed85e8d
Various changes in tests/dsge-var mod files.
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+ Changed comments.
+ Use new Dynare's interface for specifying the version of numgrad.
2013-11-17 12:55:56 +01:00
a96d361599
Added comments in mod files (tests/dsge-var).
2013-11-16 23:40:58 +01:00
b7ff4d9f75
Added new mod file in the testsuite for Dynare's implementation of the simplex algorithm.
2013-11-16 20:24:40 +01:00
0c00151092
Merge branch 'master' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
a25f7150fb
Fix test under Octave, by changing the value of mode_compute
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With the former optimizer, the ML estimation under Octave would lead to a point
with a non-positive covariance matrix for shocks; in turn this would be an
unsuitable starting point for the subsequent Bayesian estimation
2013-11-08 16:07:38 +01:00
df85db65ed
Add missing test to testsuite
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Ref. #511
2013-11-07 14:47:32 +01:00
4626a1cf0f
test suite: add test file
2013-11-06 17:07:33 +01:00
fd8820a883
Change unit test for H-matrix to be positive definite
2013-11-06 16:59:01 +01:00
1893dd2220
modify test to use use_calibration option
2013-11-06 14:05:26 +01:00
0fdc18e7fb
Merge branch 'ifc'
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Conflicts:
matlab/dynare_estimation_1.m
matlab/global_initialization.m
2013-11-06 13:58:57 +01:00
8429321547
Merge branch 'master' into remove-dynDate-class
2013-11-06 12:43:06 +01:00
a72cc3ff48
Merge remote-tracking branch 'github/master'
2013-11-05 17:17:53 +01:00
73944a10c4
Finish implementation of mcmc_jumping_covariance option
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Closes #112 , #514
2013-11-05 17:16:32 +01:00
fddee8e1db
Bugfixes for correlated shocks
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Uses preprocessing capabilities introduced in 07137e804bFixes #392 and #494 . Also fixes a bug in the checking for positive definiteness of covariance matrices in likelihood functions
Allows for calibrated covariances by reading them out and setting them after covariance matrix has been reconstructed from correlation and variances.
Adds unit test
2013-11-05 15:55:29 +01:00
0d669a73cb
Add options for providing the variances, an identity matrix , and user specified matrices as proposal densities
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Deals with #507 and #112
Includes a unit test
2013-11-04 19:09:24 +01:00
e1b92dc588
Add unit test for initialization from calibrated model
2013-10-30 21:35:53 +01:00
bfb5421182
Removed useless routine.
2013-10-18 22:58:47 +02:00
6de19c16ab
dynSeries --> dseries.
2013-10-18 17:56:18 +02:00
b52e57cbb7
Added test for dates (Sébastien, please do not add the files in the test suite).
2013-10-18 12:55:33 +02:00
3edf3d0e3d
Added csv files for testing load_csv_file_data routine.
2013-10-17 17:34:09 +02:00
5a98be702c
Decreased the value of maxit in simul (bytecode & ireland.mod).
2013-10-09 16:53:31 +02:00
e28eaa1c18
Use dynare interface (maxit option).
2013-10-09 16:26:55 +02:00
f3334357a5
Merge branch 'master' into maxit
2013-10-09 15:43:43 +02:00
bcc883edad
gitignore: exclude macro-expanded mod files
2013-10-09 14:45:34 +02:00
cc0d9b42f0
Changed name of options_.maxit as options_.simul.maxit.
2013-10-09 13:06:06 +02:00
08d671d629
Added comment.
2013-09-23 08:40:56 +02:00
c5c3b45f3c
Merge branch 'master' into use-dynSeries
2013-09-23 08:14:46 +02:00
944e0a873e
adding missing data file in previous commit
2013-09-18 12:32:02 +02:00
f40af9bebe
adding tests for shocks decomposition of estimated model. Closes #313
2013-09-18 12:05:00 +02:00
5fa1b87e0f
Use new syntax.
2013-09-12 17:30:11 +02:00
0ed35166de
Added unitary tests (instantiation of the dynSeries class form an excel file).
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(cherry picked from commit 84075cab81
2013-09-11 17:25:07 +02:00
84075cab81
Added unitary tests (instantiation of the dynSeries class form an excel file).
2013-09-11 17:21:26 +02:00
2c7a3a7c25
Added test mod file for fs2000 (using dynSeries).
2013-09-07 16:05:01 +02:00
30033df22c
Deactivate 2nd and 3rd order approximation of purely forward models
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There are some strange crashes in both normal mode (gensylv) and k_order_solver
mode
2013-08-15 12:27:03 +02:00
201239dbf7
introduce verbatim block closes #437
2013-08-13 17:08:39 -04:00
87dfa938bb
Remove unfinished "shocks" and "labels" options to shock_decomposition
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The preprocessor implementation of "shocks" is broken, and the ref. manual
entries are empty. Nothing is implemented in MATLAB files. It's better to
remove this for now, until a working implementation is done.
Ref. #136
2013-08-13 11:37:16 +02:00
31c1bb627f
fix makefile typos
2013-08-12 15:52:32 -04:00
1e9521af0f
Add new unit tests to testsuite
2013-08-12 12:14:19 +02:00
26acc2ec1e
Merge pull request #453 from JohannesPfeifer/forward_looking_model_fix
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Bugfixes and unit tests for stochastic purely forward-looking models
2013-08-12 03:05:30 -07:00
07a05d554e
Add unit tests for stochastic simulations of purely forward looking models
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Adds one for purely forward looking models and one for purely forward looking model with additional static variable
2013-07-24 23:39:39 +02:00
592c2c8f77
Add unit test for shock_decomposition
2013-07-22 19:25:53 +02:00
b3cfc330e9
rm graph_format=fig for Octave compatibility
2013-06-28 10:57:57 +02:00
17a8db9dee
Fix clean rule wrt reporting files
2013-06-26 09:10:58 +02:00
51b43e1ff0
build system bug fix
2013-06-25 16:37:18 +02:00
fcba382b48
test: use csv instead of mat file
2013-06-25 10:26:20 +02:00
4cef0a1568
test for reporting
2013-06-24 17:01:00 +02:00
25fd2917f4
Fixed datafile (data_risky_perturb3 is not versioned).
2013-06-18 22:26:27 +02:00
8820c63f5e
Bug fixes.
2013-06-18 16:15:16 +02:00
Sébastien Villemot
Michel Juillard
Houtan Bastani
Houtan Bastani
Stéphane Adjemian (Scylla)
Johannes Pfeifer
Sébastien Villemot
Frédéric Karamé